A New Multistage Procedure for Systematic Variance Reduction in Monte Carlo
- 1 September 1971
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Numerical Analysis
- Vol. 8 (3) , 548-554
- https://doi.org/10.1137/0708052
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- An Analytic Approach to Variance ReductionSIAM Journal on Applied Mathematics, 1970
- Some results on transport theory and their application to Monte Carlo methodsJournal of Mathematical Analysis and Applications, 1967
- THE EXPONENTIAL TRANSFORM AS AN IMPORTANCE-SAMPLING DEVICE. A REVIEWPublished by Office of Scientific and Technical Information (OSTI) ,1966